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Publications

    International Conferences
  • Rehman. M.U. & Apergis, N., (2018). Sensitivity of economic policy uncertainty to investor sentiment: evidence from Asian, Developed and European markets, International Congress on Banking, Economics, Finance, and Business, Sydney, Australia, December 17-19.

  • Rehman. M.U. & Arshad, A., (2017). Energy Prices and Emerging Market Investor Sentiments, 16th FRAP Oxford, Cambridge University, UK, September 25-27.

  • Rehman, M.U. & Shahzad, J., (2015). Investors’ Sentiments and Industry returns: Wavelet Analysis through Squared Coherency Approach, 15th FRAP Oxford, University of Applied Sciences, Upper Austria, October 19-21.

    • International Journals
  • Rehman, M.U. (2019). Commonalities of Equity Market Fundamentals and Return Co-movements: An Emerging and Frontier Market Perspective. Revista Evidenciação Contábil & Finanças, 7(1), 133-151. [Emerging Source Citation Index]

  • Shahzad, S. J. H., Rehman, M. U., & Jammazi, R. (2019). Spillovers from oil to precious metals: Quantile approaches. Resources Policy, 61, 508-521. [Impact Factor 2.695]

  • Rehman, M. U. & Apergis, N., (2018). Determining the Predictive Power between Cryptocurrencies and Real Time Commodity Futures: Evidence from Quantile Causality Tests. Resources Policy, 61, 603-616. [Impact Factor 2.695]

  • Rehman, M. U., Shahzad, S. J. H., Uddin, G. S., & Hedström, A. (2018). Precious metal returns and oil shocks: A time varying connectedness approach. Resources Policy, 58, 77-89. [Impact Factor 2.695]

  • Apergis, N., & Rehman, M. U. (2018). Is CAPM a Behavioral Model? Estimating Sentiments from Rationalism. Journal of Behavioral Finance, 19(4), 442-449. [Impact Factor 0.722]

  • Rehman, M. U. (2018). Do oil shocks predict economic policy uncertainty? Physica A: Statistical Mechanics and its Applications, 498, 123-136. [Impact Factor 2.132]

  • Apergis, N., Cooray, A., & Rehman, M. U. (2018). Do Energy Prices Affect US Investor Sentiment? Journal of Behavioral Finance, 19(2), 125-140. [Impact Factor 0.722]

  • Shahzad, S. J. H., Hernandez, J. A., Rehman, M. U., Al-Yahyaee, K. H., & Zakaria, M. (2018). A global network topology of stock markets: Transmitters and receivers of spillover effects. Physica A: Statistical Mechanics and its Applications, 492, 2136-2153. [Impact Factor 2.132]

  • Uddin, G. S., Rahman, M. L., Shahzad, S. J. H., & Rehman, M. U. (2018). Supply and demand driven oil price changes and their non-linear impact on precious metal returns: A Markov regime switching approach. Energy Economics, 73, 108-121. [Impact Factor 3.910]

  • Shahzad, S. J. H., Hernandez, J. A., Bekiros, S., & Rehman, M. U. (2018). Directional predictability and time-varying spillovers between stock markets and economic cycles, Economic Modelling, 69, 301-312. [Impact Factor 1.696]

  • Shahzad, S. J. H., Hernandez, J. A., Bekiros, S., & Rehman, M. U. (2018). Risk Transmitters and Receivers in global Currency markets. Finance Research Letters, 25, 1-9. [Impact Factor 1.085]

  • Shahzad, S. J. H., Mensi, W., Hammoudeh, S., Rehman, M. U., & Al-Yahyaee, K. H. (2018). Extreme dependence and risk spillovers between oil and Islamic stock markets. Emerging Markets Review, 34, 42-63. [Impact Factor 1.871]

  • Rehman, M. U., Arsalan, M. & Kashif, M. (2018). Analyzing the empirical link between accounting policy changes, accounting sensitive non-debt tax shields and investment opportunity set, Public Finance Quarterly. In press. [Emerging Source Citation Index]

  • Rehman, M. U., Kashif, M. (2018). Commonalities between financial and market integration and equity return co-movements in emerging and frontier markets. Aestimatio, The IEB International Journal of Finance, 17, 184-203. [Emerging Source Citation Index]

  • Zada, H., Rehman, M.U. & Khwaja, M.G. (2018). Application of Fama and French Five Factor Model of Asset Pricing: Evidence from Pakistan Stock Market. International Journal of Economics, Management and Accounting, 26 (1), 1-23. [Emerging Source Citation Index]

  • Rehman, M. U., Shahzad, S. J. H., Kanwal, M., & Ali, S. (2018). Relationship between economic growth, financial development and worker’s remittances in South Asia, Revista Evidenciação Contábil & Finanças, 6(1), 132-144. [Emerging Source Citation Index]

  • Narayan, S. W., and Rehman, M. U. (2018). Portfolio Diversification Opportunities within Emerging and Frontier Stock Markets: Evidence from Ten Asian Countries. Buletin Ekonomi Moneter Dan Perbankan, 21(1), 1-22.

  • Rehman, M. U., & Rashid, M. (2017). Energy consumption to environmental degradation, the growth appetite in SAARC nations. Renewable Energy, 111, 284-294. [Impact Factor 4.900]

  • Narayan, S., & Rehman, M. U. (2017). Diversification Opportunities between Emerging and Frontier Asian (EFA) and Developed Stock Markets. Finance Research Letter, 23, 223-232. [Impact Factor 1.085]

  • Mensi, W., Shahzad, S. J. H., Hammoudeh, S., Zeitun, R., & Rehman, M. U. (2017). Diversification Potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based Value at Risk approach. Emerging Markets Review, 32, 130-147. [Impact Factor 1.871]

  • Rehman, M. U. (2017). Dynamics of Co-Movements among Stock Market Returns, Policy Uncertainty and Implied Volatility. Global Business Review, 18(6), 1-10. [Emerging Source Citation Index]

  • Rehman, M. U., & Shah, S. M. A. (2016). Factors Influencing Co-Movement of Diversified Portfolio between Pakistan and India. International Journal of Economics, Management and Accounting, 24(2), 163-181. [Emerging Source Citation Index]

  • Shahzad, S. J. H., Shahzad, S. J. H., Kanwal, M., Kanwal, M., Ahmed, T., Ahmed, T., & Rehman, M. U. (2016). Relationship between developed, European and South Asian stock markets: a multivariate analysis. South Asian Journal of Global Business Research, 5(3), 385-402. [Emerging Source Citation Index]

  • Rehman, M. U., & Shah, S. M. A. (2016). Does Bilateral Market and Financial Integration Explains International Co-Movement Patterns, International Journal of Financial Studies, 4(2), 1-13. [Emerging Source Citation Index]

  • Rehman, M. U., & Shah, S. M. A. (2016). Determinants of Return’s Co-Movement for Effective Portfolio Diversification Among Regional Stock Markets, Revista Evidenciação Contábil & Finanças, 4(1), 84-96. [Emerging Source Citation Index]

  • Sohail, A., Rehman, M. U., & Javid, A. Y. (2016). Stock Market Reactions on Returns and Trading Volume: The Impact of the Global Financial Crisis. Revista Evidenciação Contábil & Finanças, 5(1), 132-151. [Emerging Source Citation Index]

  • Rehman, M. U., & Shah, S. M. A. (2016). Dynamics of Effective Portfolio Diversification among EFA Markets. A Heterogeneous Panel Analysis. African Journal of Accounting, Auditing and Finance, 5(3). 193-206. [Emerging Source Citation Index]

  • Rehman, M. U. and Shahzad, S.J.H., (2016). Investors’ Sentiments and Industry Returns: Wavelet Analysis through Squared Coherency Approach. ACRN Oxford Journal of Finance and Risk Perspectives, 5(1), 151-62.

  • Shahzad, S. J. H., Zakaria, M., Rehman, M. U., Ahmed, T., & Fida, B. A., (2015). Relationship between FDI, Terrorism and Economic Growth in Pakistan: Pre and Post 9/11 Analysis. Social Indicators Research, 1-16. [Impact Factor 1.648]

  • Khalid, S. and Rehman, M. U., (2015). Factors effecting Dividend policy of organizations. International Journal of Information, Business and Management, 7(3), 320-34.

  • Shahzad, S. J. H., Ali, S., Rehman, M. U. and Abbasi, F., (2015). Relationship between Remittances, Exports, Foreign Direct Investments and Growth in South Asia: A Panel Co-integration and Causality Analysis. Journal of Economic Cooperation and Development, 36 (3), p. 93-122.

  • Khidmat, W.B. and Rehman. M. U., (2014). The impact of free cash flows and agency costs on firm performance: An empirical analysis of KSE listed companies of Pakistan. Journal of Financial Engineering, 3(1), 60-67.

  • Khidmat, W.B. and Rehman, M. U., (2014). Impact of Liquidity and Solvency on Profitability of the chemical Sector of Pakistan. Economics, Management, Innovation, 6(3), 3-13.

  • Khalid, S. and Rehman, M. U., (2014). Factors Driving the Islamic Insurance System in Pakistan, a Social Perspective Approach. Journal of Social Economics, 1(2), 72-77.

  • Iqbal, H.T. and Rehman, M. U., (2014). Empirical Analysis of Reinsurance Utilization and Dependence with respect to its Impact on the Performance of Domestic Non-Life Stock Insurance Companies Operating in the Private Sector of Pakistan. International Journal of Financial Services Management, 7(2), p. 95-112.

  • Rehman, M. U. (2013). The role of governance in effective public expenditure management, Public Finance Quarterly, 58(2), p. 230-37. [Emerging Source Citation Index]

  • Iqbal, H.T. and Rehman, M. U., (2013). Empirical Analysis of Reinsurance Practice with respect to its Impact on the Performance of Domestic Non-Life Stock Insurance Companies Operating in the Private Sector of Pakistan. IEB International Journal of Finance, 8(1), p. 90-113. [Emerging Source Citation Index]

  • Khalid, S. and Rehman, M. U., (2013). Impact of Directors’ Remuneration on Financial Performance of a Firm. International Journal of Information, Business and Management, 6(1), 180-96.

  • Rehman, M. U. and Khidmat, W.B., (2013). Technical Analysis of Efficient Market Hypothesis in Karachi Stock Exchange. Studies in Business and Economics, 8(2), p. 60-67.

  • Rehman, M. U. and Hussain, A., (2013). Helping behavior towards outcome. Interdisciplinary Journal of contemporary research in business, 4(12), 1096-104.

  • Rehman, M. U. and Anjum, N., (2013). Impact of working capital management towards profitability: Evidence from cement industry in Pakistan, Asian Economic and Financial Review, 3(3), p. 319-32.

  • Rehman, M. U. and Hussain, A., (2013). Impact of dividend policy on the firm performance. Asian Journal of Empirical Research, 3(1), p. 20-9.

  • Rehman, M. U. and Hussain, A., (2013). Impact of corporate governance on overall firm performance. Interdisciplinary Journal of Contemporary Research in Business, 4(11), 581-601.

  • Rehman, M. U., (2012). Customer’s tendency towards the selection of Islamic banking system in Pakistan. African Journal of Business Management, 6(5), p. 2064-070.

    • National Conferences
  • Investor’s Sentiments and Stock Market Volatility, 14th National Research Conference, Szabist Islamabad, January 29-31, (2012).

  • Relationship between Stock Market Volatility and Exchange Rate Volatility, 15th National Research Conference, Szabist Islamabad, June 22-23,(2012).

  • Impact of working capital management towards profitability: Evidence from cement industry in Pakistan, 12th National Research Conference, Szabist Islamabad, January 19-20, (2011)

  • Dynamic of Growth and Profit Ability in Banking Sector in Pakistan, 11th National Research Conference, Szabist Islamabad, June 29-30, (2010).

    • National Journals
  • Rehman, M.U. and Shahzad, S.J.H., (2017). Heterogeneous Panel Analysis among Equity Returns for Portfolio Diversification: Evidence from Emerging and Frontier Asian Equity Markets. South Asian Journal of Management Sciences, 11(2), 109-123. [X Category].

  • Kanwal, M., Shahzad, S. J. H., Rehman, M. U., & Zakaria, M. (2017). Impact of Capital Structure on Performance of Non-Financial Listed Companies in Pakistan. Pakistan Business Review, 19(2), 339-353. [X Category].

  • Rehman, M. U. (2016). Changing Nature of Financial Contagion During Crises Periods. A Multivariate GARCH Dynamic Conditional Correlation (MGARCH-DCC) Framework from Developed and Emerging-Frontier Asian (EFA) Markets, Lahore Journal of Economics, 21(2), 121-151. [X Category]

  • Ahmed, T., Shahzad, S. J. H., & Rehman, M. U., (2016). Risk or Sentiment: Value and Size Premium under Terrorism. Pakistan Business Review, 17(4), 965-84. [X Category].

  • Rehman, M. U., (2014). Relationship between Stock Market Volatility and Exchange Rate Volatility, Pakistan Business Review, 16(1), 34-49 [X Category].

  • Rehman, M. U. (2013). Investor Sentiments and Exchange Rate Volatility. Business Review, 8 (1), p. 123-34. [X Category].

  • Iqbal, H.T., Rehman, M. U. and Shahzad, S.J.H., (2014). Analysis of Change in Profitability due to Reinsurance Utilization and Dependence: Evidence from Non-Life Insurance sector of Pakistan. Journal of Independent Studies and Research-Management, Social Sciences and Economics, 12(1), p. 19-32. [Y Category].

  • Rehman, M. U. (2013). Investor’s Sentiments and Stock Market Volatility. An empirical evidence from Emerging Stock Market, Pakistan Journal of Commerce and Social Sciences, 7 (1), p. 80-90. [Y Category].

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